+338.6%
SPGI vs IWD
+205.2%
+133.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | -0.1% |
| 7D | -1.4% | -0.6% | -0.8% | -0.8% |
| 30D | +15.3% | +3.6% | +11.7% | +11.3% |
| 3M | +16.5% | +2.7% | +13.9% | +13.6% |
| 6M | +19.8% | +13.2% | +6.6% | +5.8% |
| YTD | -3.2% | +26.8% | -30.0% | -23.9% |
| 1Y | +1.8% | +29.3% | -27.5% | -21.6% |
| 3Y | +30.6% | +85.1% | -54.6% | -30.4% |
| 5Y | +16.0% | +74.2% | -58.2% | -33.8% |
| 10Y | +338.6% | +204.6% | +134.0% | +50.5% |
| All | +338.6% | +205.2% | +133.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling